+24.8%
ODFL vs GTLB
-50.1%
+75.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | -3.3% | -5.7% | +2.4% | -2.5% |
| 30D | -15.3% | +15.1% | -30.4% | -17.1% |
| 3M | -27.3% | +65.5% | -92.8% | -32.7% |
| 6M | -4.5% | +102.9% | -107.4% | -14.8% |
| YTD | +15.1% | +25.2% | -10.1% | +9.6% |
| 1Y | +21.1% | -5.5% | +26.6% | +19.6% |
| 3Y | -14.1% | -10.9% | -3.2% | -17.4% |
| All | +24.8% | -50.1% | +75.0% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling